+25.1%
HPQ vs ECHO
+405.9%
-380.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.2% | +5.0% |
| 7D | +2.2% | +5.3% | -3.1% | +2.0% |
| 30D | +9.7% | +2.4% | +7.3% | +9.6% |
| 3M | +32.7% | -21.8% | +54.5% | +33.7% |
| 6M | +77.7% | -16.9% | +94.6% | +78.0% |
| YTD | +51.0% | -16.0% | +67.0% | +50.9% |
| 1Y | +18.4% | +9.3% | +9.1% | +16.9% |
| All | +25.1% | +405.9% | -380.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling